Actually the unemployment rate for PhD holders IS pretty insignificant - the Bureau of Labor Statistics reports that it was 1.5% in 2017, the last year they have data for. (https://www.bls.gov/emp/chart-unemployment-earnings-education.htm)
I think it’s all about trade-offs here. You do sound like the ideal candidate for getting a PhD, in that you understand the work involved and the career path for it and you are genuinely interested in more theoretical research. There are ways that you can do cutting-edge research without being in academia, but many (most?) of those roles probably require a PhD anyway. And theoretical research will probably almost always require a PhD, and will in most cases be in academia.
I completed my PhD between the ages of 22 and 28. I’m 32 now, and I couldn’t imagine going back to do a PhD now - particularly not when my peers are actually having kids and buying homes and such. But when I was in the program, I was one of the youngest in my cohort. In my public health cohort, where people tend to get an MPH and work professionally for a few years before going back and getting a PhD, everyone else was between 25 and 35 when they started. And if a PhD is what you really need to get your career where you want it to be, you’ll be getting older regardless of what you decide to do with it.
The thing is, you have work experience. You could always apply for PhD programs and try it for a few years, and if you really hate it and/or can’t reconcile yourself to life as a PhD student or waiting a good 4-6 years before you have a productive and lucrative career again, you can leave. I don’t really recommend that as a course for most students, but you seem level-headed and practical enough to make good choices in that regard.